A discounted approach in communicating average Markov decision chains under risk-aversion
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Publication:2025296
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Cites work
- A Turnpike Theorem For A Risk-Sensitive Markov Decision Process with Stopping
- Adaptive Markov control processes
- An optimality system for finite average Markov decision chains under risk-aversion
- Average optimality for risk-sensitive control with general state space
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- Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey
- Existence of risk-sensitive optimal stationary policies for controlled Markov processes
- Growth rates and average optimality in risk-sensitive Markov decision chains
- scientific article; zbMATH DE number 700091 (Why is no real title available?)
- Infinite Horizon Risk Sensitive Control of Discrete Time Markov Processes under Minorization Property
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- Long run risk sensitive portfolio with general factors
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Cited in
(10)- Contractive approximations in risk-sensitive average semi-Markov decision chains on a finite state space
- Discounted approximations in risk-sensitive average Markov cost chains with finite state space
- Discounted approximations to the risk-sensitive average cost in finite Markov chains
- Discounted approximations for risk-sensitive average criteria in Markov decision chains with finite state space
- Vanishing discount approximations in controlled Markov chains with risk-sensitive average criterion
- Rational Processes Related to Communicating Markov Processes
- Risk-Sensitive Average Optimality for Discrete-Time Markov Decision Processes
- Contractive approximations in average Markov decision chains driven by a risk-seeking controller
- Average criteria in denumerable semi-Markov decision chains under risk-aversion
- Risk-sensitive average Markov decision processes in general spaces
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